Filter bank property of variational mode decomposition and its applications

Abstract

The variational mode decomposition (VMD) was proposed recently as an alternative to the empirical mode decomposition (EMD). To shed further light on its performance, we analyze the behavior of VMD in the presence of irregular samples, impulsive response, fractional Gaussian noise as well as tones separation. Extensive numerical simulations are conducted to investigate the parameters mentioned in VMD on these filter bank properties. It is found that, unlike EMD, the statistical characterization of the obtained modes reveals a different equivalent filter bank structure, robustness with respect to the nonuniformly sampling and good resolution in spectrum analysis. Moreover, we illustrate the influences of the main parameters on these properties, which provides a guidance on tuning them. Based on these findings, three potential applications in extracting time-varying oscillations, detrending as well as detecting impacts using VMD are presented.